+27.1%
CVNA vs HST
+82.0%
-54.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.1% | -6.7% |
| 7D | +2.4% | +0.6% | +1.9% | +1.6% |
| 30D | +14.6% | +14.5% | +0.1% | -1.5% |
| 3M | -1.5% | +15.4% | -16.9% | -16.2% |
| 6M | -6.3% | +22.0% | -28.3% | -26.3% |
| YTD | -13.5% | +54.9% | -68.3% | -48.6% |
| 1Y | +13.3% | +54.0% | -40.7% | -32.9% |
| 3Y | +1,150.8% | +90.4% | +1,060.3% | +435.4% |
| 5Y | +27.1% | +84.2% | -57.1% | -42.3% |
| All | +27.1% | +82.0% | -54.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling